-54.0%
SMCI vs AS
+123.4%
-177.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -6.6% | -4.9% | -1.7% | -4.3% |
| 30D | -24.9% | +3.9% | -28.8% | -26.9% |
| 3M | -31.4% | -9.6% | -21.8% | -28.6% |
| 6M | -16.0% | -8.7% | -7.4% | -13.7% |
| YTD | -8.2% | -19.8% | +11.6% | +1.3% |
| 1Y | -23.4% | -1.5% | -21.9% | -23.3% |
| All | -54.0% | +123.4% | -177.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling